WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,610
COMMITMENTS
77,602 128,797 73,456 257,038 185,307 408,096 387,560 34,514 55,050
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 8,030)
5,110 -4,152 1,399 228 11,151 6,737 8,398 1,293 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 29.1 16.6 58.1 41.9 92.2 87.6 7.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
101 142 136 74 98 282 299
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,173,842
COMMITMENTS
257,594 168,558 171,201 618,777 566,864 1047572 906,623 126,270 267,219
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 28,207)
1,575 14 26,279 1,792 5,805 29,646 32,098 -1,439 -3,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 14.4 14.6 52.7 48.3 89.2 77.2 10.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
173 137 210 200 261 493 550
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,997
COMMITMENTS
2,959 2,404 181 8,136 9,875 11,276 12,460 2,721 1,537
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 264)
124 75 113 -613 -285 -376 -97 640 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 17.2 1.3 58.1 70.6 80.6 89.0 19.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 12 3 17 14 31 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 482,183
COMMITMENTS
94,637 75,034 85,679 255,952 224,404 436,268 385,117 45,915 97,066
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 3,464)
1,276 -13,175 3,880 -6,217 10,036 -1,061 741 4,525 2,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 15.6 17.8 53.1 46.5 90.5 79.9 9.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
116 125 161 104 140 333 349
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,970
COMMITMENTS
11,571 715 683 79 1,833 12,333 3,231 2,637 11,739
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -215)
20 -125 111 -4 52 127 38 -342 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.3 4.8 4.6 0.5 12.2 82.4 21.6 17.6 78.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 2 9 2 6 15 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 289,899
COMMITMENTS
52,122 32,910 59,916 149,376 173,521 261,414 266,347 28,485 23,552
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -37)
1,119 -7,144 1,632 -1,659 8,239 1,092 2,727 -1,129 -2,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 11.4 20.7 51.5 59.9 90.2 91.9 9.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
69 63 87 60 61 185 182
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 667,028
COMMITMENTS
42,281 150,109 9,158 495,529 364,797 546,968 524,064 120,060 142,964
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -3,810)
-273 359 889 1,042 -7,700 1,658 -6,452 -5,468 2,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 22.5 1.4 74.3 54.7 82.0 78.6 18.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
21 30 15 68 74 99 109
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,274
COMMITMENTS
55 382 92 7,902 7,625 8,049 8,099 225 175
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 167)
0 46 -21 203 187 182 212 -15 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 4.6 1.1 95.5 92.2 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 17 19 19 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 206,310
COMMITMENTS
55,259 31,857 27,768 91,377 119,225 174,404 178,850 31,906 27,460
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 4,885)
2,116 98 195 1,332 6,124 3,643 6,417 1,242 -1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 15.4 13.5 44.3 57.8 84.5 86.7 15.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
50 37 53 61 52 146 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,175
COMMITMENTS
4,899 1,413 692 7,383 12,599 12,974 14,704 3,201 1,471
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 510)
184 202 80 102 183 366 465 144 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 8.7 4.3 45.6 77.9 80.2 90.9 19.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
26 7 10 29 22 61 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,010,873
COMMITMENTS
321,275 136,650 48,343 543,694 700,200 913,312 885,193 97,561 125,680
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 15,610)
-10,255 9,105 5,150 15,760 -4,850 10,655 9,405 4,955 6,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 13.5 4.8 53.8 69.3 90.3 87.6 9.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
41 51 20 78 123 131 182
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,433,093
COMMITMENTS
164,972 309,807 60,764 939,833 783,246 1165569 1153817 267,524 279,276
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 22,702)
18,325 21,857 2,841 4,976 12,719 26,142 37,417 -3,440 -14,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 21.6 4.2 65.6 54.7 81.3 80.5 18.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
42 52 40 111 116 177 184
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 950,138
COMMITMENTS
133,131 148,271 20,824 592,224 571,216 746,179 740,311 203,959 209,827
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 9,144)
-2,712 14,469 5,040 -3,229 -9,850 -901 9,659 10,045 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 15.6 2.2 62.3 60.1 78.5 77.9 21.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
18 32 12 67 78 92 115
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 590,370
COMMITMENTS
67,176 72,089 71,205 415,350 407,247 553,731 550,541 36,639 39,829
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 39,064)
4,730 3,384 10,749 23,664 28,228 39,143 42,361 -79 -3,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 12.2 12.1 70.4 69.0 93.8 93.3 6.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
17 32 30 60 61 97 109
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,149
COMMITMENTS
2,646 1,845 3 8,976 9,117 11,625 10,965 2,524 3,184
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 572)
40 19 2 500 500 542 521 30 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 13.0 0.0 63.4 64.4 82.2 77.5 17.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 4 1 7 9 12 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,138
COMMITMENTS
18,074 12,783 743 33,939 40,187 52,756 53,713 12,382 11,425
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 3,828)
3 4,985 300 3,560 -1,375 3,863 3,910 -35 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 19.6 1.1 52.1 61.7 81.0 82.5 19.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 18 8 28 32 61 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,683
COMMITMENTS
8,374 12,563 0 3,911 117 12,285 12,680 398 3
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 12)
-128 7 0 140 27 12 34 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.0 99.1 0.0 30.8 0.9 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 0 3 2 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,354
COMMITMENTS
426 1,686 792 8,992 7,785 10,210 10,263 144 91
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 972)
-284 370 554 726 121 996 1,045 -24 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 16.3 7.6 86.8 75.2 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 9 2 15 15 21 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 19,412
COMMITMENTS
7,039 1,568 0 12,162 17,696 19,201 19,264 211 148
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 1,333)
1,651 760 0 -347 566 1,304 1,326 29 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 8.1 0.0 62.7 91.2 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 4 0 9 15 18 19
Updated February 19, 2010